+63.6%
DDOG vs AON
+6.4%
+57.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.6% |
| 7D | +3.9% | -6.3% | +10.2% | +7.4% |
| 30D | -8.2% | -14.1% | +5.9% | -1.2% |
| 3M | -5.6% | -9.5% | +3.9% | -2.2% |
| 6M | +73.5% | -4.0% | +77.5% | +73.2% |
| YTD | +62.7% | -13.8% | +76.5% | +71.9% |
| 1Y | +59.0% | -18.3% | +77.3% | +73.2% |
| 3Y | +117.1% | -7.2% | +124.3% | +108.3% |
| All | +63.6% | +6.4% | +57.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling